$10,000 turned into $22,282.61 across a full market cycle — the 2021 bull run, the brutal 2022 bear market, and the 2023–24 recovery. All benchmarks beaten by +54 percentage points.
$10,000 starting capital, marked to market monthly. The orange line is StockSentry — indexed to 100. Bear market band shows the Mar–Nov 2022 regime.
StockSentry outperformed SPY (+30.5%) and QQQ (+29.2%) in the momentum phase, riding 10 conviction setups.
Capital-protection shields cut losses nearly in half vs QQQ — preserving compounding power for the recovery.
Rotation engine deployed capital into GE (+142%), META (+67%), MU (+61%), CEG (+34%) — beating SPY both years.
No cherry-picked window. The key story: the 2022 bear market protection left StockSentry with far more capital to compound in 2023–24.
* Annual returns calculated from first to last trading day of each calendar year. Returns are simulation results, not live trading.
The Sentry doesn't need to be right most of the time. It needs to be rewarded massively when right, and disciplined when wrong.
ATR trailing stop locked profits as momentum compounded. Winners held an average of 130 days.
Circuit-breaker stops fire fast. The system exits before a small loss becomes a painful one. Average hold on losers: 22 days.
Average win is 4.65× larger than the average loss. Even at a 35.7% win rate, every 100 trades generates a net positive expectancy of +4.83% per trade.
207 closed trades over 4 years. Here are the raw numbers — good and bad.
From $10,000 starting capital
74 winners · 133 losers · small avg loss
Risk-adjusted return efficiency
Peak-to-trough. QQQ hit −46% intra-period.
2022 was the true test. Inflation, rate hikes, and the tech wreckage took QQQ down −32.6%. The S&P 500 lost −18.2%.
The Sentry's cash-shield engaged during high-VIX regimes. New entries were blocked. Trailing stops exited positions before the worst of the drawdown. The portfolio ended 2022 at −13.7% — far less damage than either benchmark. Read the post-mortem →
That capital preservation is why 2023–24 compounded so effectively. You can't grow what you've already lost.
A QQQ holder who lost −32.6% in 2022 needed a +49.7% gain just to recover. StockSentry's −13.7% required only +16.6% — capital that stayed in play for the +35%+ years that followed.
Max drawdown intra-year peak-to-trough: QQQ hit −46% at its worst. StockSentry: −23.7% at its worst (full 4-year period).
Point-in-time replay on daily OHLCV data. Every signal generated only from data available at that moment — no look-ahead, no in-sample peeking, no optimization on this period.
Daily OHLCV · Selected high-quality tickers from S&P500 and NASDAQ · Jan 2021–Dec 2024 · 1,007 trading days
$10,000 starting equity. Up to 10 concurrent positions. 10% allocation per new entry; scale-in tranches at 10%.
StockSentry's own exit logic based on ATR, 200-SMA and investor's personal.
StockSentry's own logic based on trend persistence, sector regime, golden cross, SMA and volume. Read the 3-Prong Rubric deep-dive →
Rubric frozen before the audit ran. No parameters touched the 2021–2024 window during tuning. Strict point-in-time replay.
0.05% per-leg slippage · $0 commission · No overnight margin · No dividend reinvestment. Conservative for StockSentry-identified quality S&P and NASDAQ names.
We believe in radical transparency. Ask anything.
Simulation — the same rule-set the live bot uses today, replayed on historical data. StockSentry does not execute trades; it generates signals you act on with your own broker. This page reports what that signal stream would have produced under the stated assumptions.
We tuned the model across various regimes randomly to find out which technical parameters are the best indicative of a profitable position. However, the model was finalized before this audit run. The model had a strick no forward-looking context, and the results are purely done using the tecknical data on the data of testing and prior to that.
By design. The system is optimized for asymmetric payoff, not accuracy. Stops exit losers fast (avg −4.3%) while winners are held until trailing stops are hit (avg +20%). A 35.7% win rate with a 4.65× average win/loss ratio produces strongly positive expectancy. Chasing a higher win rate typically sacrifices the big winners.
This is a ⚠️ flagged breach of an internal 15% guideline. It occurred during the 2022 bear regime. Context: QQQ hit −46% peak-to-trough in the same period. The cash-shield limited exposure but couldn't eliminate it entirely when entered positions turned quickly.
It might. 2023 was an exceptional AI/tech bounce year. StockSentry still returned +36.7% in 2023 — beating SPY by +10pp. The strategic advantage is in bear markets: while QQQ can lose −33% in a bad year, the Sentry's downside protection means you're never trying to dig out of a catastrophic hole.
Yes. All 207 closed trades — entry/exit dates, tickers, prices, P&L, exit reasons — are available on request. Email alpha@stocksentry.bot. We log everything: the winners, the ugly −16% SMCI stop, all of it.
StockSentry does the scanning, the stop-loss math, the risk/reward calculation, the exit timing — 24/7. You get a notification only when it's time to act.
Disclaimer. StockSentry is an algorithmic data tool, not a registered investment adviser. Backtest v9 results reflect simulated trading on historical data and do not represent actual trading results. Live performance will vary based on execution, timing, and market conditions. Past performance is not predictive of future results. Trading involves real risk of loss — never trade with capital you cannot afford to lose. Seer Labs Inc., Ontario, Canada.